What is it?

A Miniature Wargame
A Type of game that gets played with self built(most of the time) and painted miniatures where players take turns in a simmulated battle in a war
(In the case of Warhammer 40000 the war is also fictional) Pictured is a game of Warhammer 40.000

A Hobby
Something to actively pour Time into with the intent to enjoy yourself
The Hobby Contains Building and Customizing the miniatures yorself before painting them and (ideally but not necessarily) playing with them later on Pictured is a fully Painted Imperial Knight

An Extensive Universe
The Lore of Warhammer 40.000 is extensive and has been worked on and written for since 1987
It's a very large and very disjointed in its writing style (and quality) but that is part of the fun

Pictured is the very long and convoluted reading chart for the Series:"The Horus Heresy"

A Satire
Warhammer 40.000 was originally devised as a satire of Fascism, Thatcherite Britain and religious extremism to name a few
It is seldom "funny" with its satire but rather more direct and "Grimdark"
Pictured is an Orc, Orcs all speak like British hooligans